+18.3%
HYG vs FOXA
+93.7%
-75.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -0.7% | +5.0% | -5.8% | -1.2% |
| 3M | -0.2% | -3.0% | +2.8% | -0.1% |
| 6M | +1.4% | +14.8% | -13.3% | -0.4% |
| YTD | +1.5% | -8.9% | +10.4% | +2.1% |
| 1Y | +2.9% | +13.3% | -10.4% | +0.8% |
| 3Y | +25.6% | +115.4% | -89.8% | +12.4% |
| All | +18.3% | +93.7% | -75.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling